An algorithm for testing serial dependence of simulation output data

Authors:
J. William Schmidt;Chin-Fu Ho
Affiliations:
Department of Industrial Engineering and Operations Research, Virginia Polytechnic Institute and State University, Blacksburg, Virginia;Department of Information Management, National Sun Yat-sen University, Kaohsiung, Taiwan
Venue:
WSC '88 Proceedings of the 20th conference on Winter simulation
Year:
1988

Citing 3
Cited 1

Fundamentals of queueing theory (2nd ed.).

Fundamentals of queueing theory (2nd ed.).
Simulation Modeling and Analysis

Simulation Modeling and Analysis
Time Series Analysis, Forecasting and Control

Time Series Analysis, Forecasting and Control

Steady-state simulation of queueing processes: survey of problems and solutions

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Abstract

This paper presents an algorithm to determine where the correlation of data sequence has died out. This algorithm can be used to collect essentially uncorrelated observations from a sequence of correlated observations. The final purpose is to use such observations to derive statistical inferential procedures for the parameters concerned. Examples of M/M/1 queues are presented.